+215.1%
STT vs ACWI
+330.1%
-115.0%
-82.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.8% | -0.9% | +0.7% |
| 7D | -4.9% | -4.0% | -0.9% | +0.8% |
| 30D | -6.0% | -5.8% | -0.2% | +2.4% |
| 3M | -11.7% | -5.0% | -6.6% | -5.0% |
| 6M | +11.7% | +0.7% | +11.0% | +10.0% |
| YTD | +30.4% | +8.4% | +22.0% | +15.3% |
| 1Y | +43.9% | +10.1% | +33.8% | +24.4% |
| 3Y | +165.4% | +70.8% | +94.6% | +20.7% |
| 5Y | +101.0% | +55.4% | +45.6% | +6.3% |
| 10Y | +210.7% | +223.3% | -12.6% | -43.1% |
| All | +215.1% | +330.1% | -115.0% | -59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling